Last Update: 19 Apr 2019 8:15 GMT+0
The Egypt 10Y Government Bond has a 16.450% yield.
10 Years vs 2 Years bond spread is -62 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 15.75%.
The Egypt rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 318.50 and implied probability of default is 5.31%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -30.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -48.8 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -62 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 15.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 318.50 | +0.79 % | +1.76 % | +19.42 % | 5.31 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 17.531% | +6.4 bp | -233.1 bp | ||||||
| 6 months | 17.529% | -7.6 bp | -239.0 bp | ||||||
| 9 months | 17.507% | -4.7 bp | -245.6 bp | ||||||
| 1 year | 17.376% | -13.2 bp | -243.8 bp | 85.20 | +0.12 % | +2.08 % | |||
| 2 years | 17.070% | -25.6 bp | -236.6 bp | 72.96 | +0.43 % | +4.08 % | |||
| 3 years | 16.827% | -33.1 bp | -242.3 bp | 62.71 | +0.85 % | +6.34 % | |||
| 5 years | 16.582% | -32.1 bp | -196.8 bp | 46.43 | +1.38 % | +8.71 % | |||
| 7 years | 16.524% | -15.0 bp | -196.9 bp | 34.28 | +0.88 % | +12.43 % | |||
| 10 years | 16.450% | -15.0 bp | -195.0 bp | 21.81 | +1.30 % | +18.08 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 16.450% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 1647.7 bp | -16.7 | -177.4 | ||
| Germany 10Y | 1642.7 bp | -6.8 | -152.0 | ||
| France 10Y | 1608.0 bp | -4.3 | -148.5 | ||
| Spain 10Y | 1538.9 bp | -2.5 | -125.1 | ||
| United Kingdom 10Y | 1526.1 bp | -15.0 | -155.3 | ||
| Canada 10Y | 1468.4 bp | -18.8 | -122.1 | ||
| Australia 10Y | 1452.5 bp | -14.9 | -117.0 | ||
| United States 10Y | 1389.0 bp | -9.2 | -131.4 | ||
| Italy 10Y | 1383.8 bp | -27.3 | -99.3 | ||
| China 10Y | 1306.0 bp | -38.2 | -175.7 | ||
| India 10Y | 903.0 bp | -3.4 | -144.9 | ||
| Russia 10Y | 821.0 bp | -11.0 | -160.0 | ||
| Brazil 10Y | 749.0 bp | -35.0 | -53.0 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 16.450% | 21.81 | 26.56 | 36.07 | 45.57 | 55.08 | 64.59 | |
| 7 years | 16.524% | 34.28 | 38.26 | 46.22 | 54.17 | 62.12 | 70.08 | |
| 5 years | 16.582% | 46.43 | 49.67 | 56.13 | 62.59 | 69.05 | 75.51 | |
| 3 years | 16.827% | 62.71 | 64.93 | 69.36 | 73.79 | 78.23 | 82.66 | |
| 2 years | 17.070% | 72.96 | 74.55 | 77.72 | 80.88 | 84.05 | 87.22 | |
| 1 year | 17.376% | 85.20 | 86.05 | 87.75 | 89.46 | 91.16 | 92.86 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||